Introduction to continuous-time stochastic processes, an: theory, models, and applications to finance, biology, and medicine
Auteur :
Capasso, Vincenzo / Bakstein, David
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030696559
Date de publication :
20 juin 2022
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.